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Estimating Euler equations with noisy data : two exact GMM estimators
Alan, Sule; Attanasio, Orazio P.; Browning, Martin James - In: Journal of applied econometrics 24 (2009) 2, pp. 309-324
Persistent link: https://www.econbiz.de/10003817851
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Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis; Walsh, Kieran - In: Journal of applied econometrics 32 (2017) 6, pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
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Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei; Lee, Lung-fei; Yang, Kai - In: Journal of applied econometrics 39 (2024) 4, pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
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Generalized band spectrum estimation with an application to the New Keynesian Phillips curve
Choi, Jinho; Escanciano, Juan Carlos; Guo, Junjie - In: Journal of applied econometrics 37 (2022) 5, pp. 1055-1078
Persistent link: https://www.econbiz.de/10013464648
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Identifying program benefits when participation is misreported
Tommasi, Denni; Zhang, Lina - In: Journal of applied econometrics 39 (2024) 6, pp. 1123-1148
Persistent link: https://www.econbiz.de/10015156823
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State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator
Carro, Jesus M.; Traferri, Alejandra - In: Journal of applied econometrics 29 (2014) 2, pp. 181-207
Persistent link: https://www.econbiz.de/10010414902
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Addressing sample selection bias for machine learning methods
Brewer, Dylan; Carlson, Alyssa - In: Journal of applied econometrics 39 (2024) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10014517489
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
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Modelling market fundamentals : a model of the aluminium market
Gilbert, Christopher L. - In: Journal of applied econometrics 10 (1995) 4, pp. 385-410
Persistent link: https://www.econbiz.de/10001189125